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VTHR vs. VTHRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTHR and VTHRX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

VTHR vs. VTHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 3000 ETF (VTHR) and Vanguard Target Retirement 2030 Fund (VTHRX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
545.86%
212.60%
VTHR
VTHRX

Key characteristics

Sharpe Ratio

VTHR:

2.07

VTHRX:

1.45

Sortino Ratio

VTHR:

2.76

VTHRX:

2.07

Omega Ratio

VTHR:

1.38

VTHRX:

1.28

Calmar Ratio

VTHR:

3.10

VTHRX:

2.33

Martin Ratio

VTHR:

13.42

VTHRX:

8.42

Ulcer Index

VTHR:

1.99%

VTHRX:

1.48%

Daily Std Dev

VTHR:

12.90%

VTHRX:

8.59%

Max Drawdown

VTHR:

-34.61%

VTHRX:

-49.57%

Current Drawdown

VTHR:

-3.11%

VTHRX:

-2.79%

Returns By Period

In the year-to-date period, VTHR achieves a 24.73% return, which is significantly higher than VTHRX's 10.75% return. Over the past 10 years, VTHR has outperformed VTHRX with an annualized return of 12.43%, while VTHRX has yielded a comparatively lower 6.91% annualized return.


VTHR

YTD

24.73%

1M

-0.57%

6M

10.11%

1Y

25.11%

5Y*

14.07%

10Y*

12.43%

VTHRX

YTD

10.75%

1M

-0.58%

6M

4.54%

1Y

8.76%

5Y*

6.56%

10Y*

6.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTHR vs. VTHRX - Expense Ratio Comparison

VTHR has a 0.10% expense ratio, which is higher than VTHRX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VTHR
Vanguard Russell 3000 ETF
Expense ratio chart for VTHR: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VTHRX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VTHR vs. VTHRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and Vanguard Target Retirement 2030 Fund (VTHRX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for VTHR, currently valued at 2.07, compared to the broader market0.002.004.002.071.45
The chart of Sortino ratio for VTHR, currently valued at 2.76, compared to the broader market-2.000.002.004.006.008.0010.002.762.07
The chart of Omega ratio for VTHR, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.28
The chart of Calmar ratio for VTHR, currently valued at 3.10, compared to the broader market0.005.0010.0015.003.102.33
The chart of Martin ratio for VTHR, currently valued at 13.42, compared to the broader market0.0020.0040.0060.0080.00100.0013.428.42
VTHR
VTHRX

The current VTHR Sharpe Ratio is 2.07, which is higher than the VTHRX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of VTHR and VTHRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.07
1.45
VTHR
VTHRX

Dividends

VTHR vs. VTHRX - Dividend Comparison

VTHR's dividend yield for the trailing twelve months is around 0.85%, less than VTHRX's 2.34% yield.


TTM20232022202120202019201820172016201520142013
VTHR
Vanguard Russell 3000 ETF
0.85%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%1.66%1.57%
VTHRX
Vanguard Target Retirement 2030 Fund
2.34%2.59%2.05%2.14%1.63%2.38%2.49%1.99%1.97%2.15%1.92%1.78%

Drawdowns

VTHR vs. VTHRX - Drawdown Comparison

The maximum VTHR drawdown since its inception was -34.61%, smaller than the maximum VTHRX drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for VTHR and VTHRX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.11%
-2.79%
VTHR
VTHRX

Volatility

VTHR vs. VTHRX - Volatility Comparison

Vanguard Russell 3000 ETF (VTHR) has a higher volatility of 4.03% compared to Vanguard Target Retirement 2030 Fund (VTHRX) at 2.40%. This indicates that VTHR's price experiences larger fluctuations and is considered to be riskier than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.03%
2.40%
VTHR
VTHRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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